+23.3%
AMCR vs ZCMD
-100.0%
+123.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.0% | -6.7% | -2.7% |
| 7D | -6.3% | -4.1% | -2.1% | -6.3% |
| 30D | -7.1% | -22.7% | +15.6% | -7.1% |
| 3M | +12.7% | -62.5% | +75.2% | +12.6% |
| 6M | +5.2% | -99.5% | +104.6% | +7.7% |
| YTD | +8.1% | -99.7% | +107.8% | +11.2% |
| 1Y | +11.7% | -99.9% | +111.6% | +15.5% |
| 3Y | +9.9% | -100.0% | +109.9% | +15.6% |
| 5Y | -8.7% | -100.0% | +91.3% | -4.1% |
| All | +23.3% | -100.0% | +123.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling